Estimation of stochastic volatility models by nonparametric filtering S Kanaya, D Kristensen Econometric Theory 32 (4), 861-916, 2016 | 56 | 2016 |
Are university admissions academically fair? D Bhattacharya, S Kanaya, M Stevens Review of Economics and Statistics 99 (3), 449-464, 2017 | 53 | 2017 |
Uniform consistency for nonparametric estimators in null recurrent time series J Gao, S Kanaya, D Li, D Tjøstheim Econometric Theory 31 (5), 911-952, 2015 | 43 | 2015 |
Estimation of stochastic volatility models by nonparametric filtering S Kanaya, D Kristensen Manuscript, Department of Economics, Columbia University, 2008 | 28 | 2008 |
Estimating the impact of means-tested subsidies under treatment externalities with application to anti-malarial bednets D Bhattacharya, P Dupas, S Kanaya National Bureau of Economic Research, 2013 | 21 | 2013 |
Non-parametric specification testing for continuous-time markov processes: Do the processes follow diffusions? S Kanaya Manuscript, University of Wisconsin, 2007 | 16 | 2007 |
Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: A damping function approach S Kanaya Econometric Theory 33 (4), 874-914, 2017 | 15 | 2017 |
Demand and welfare analysis in discrete choice models with social interactions D Bhattacharya, P Dupas, S Kanaya Review of Economic Studies 91 (2), 748-784, 2024 | 13 | 2024 |
A nonparametric test for stationarity in continuous-time Markov processes S Kanaya Job Market Paper, University of Oxford, 2011 | 12 | 2011 |
Large deviations of realized volatility S Kanaya, T Otsu Stochastic Processes and their Applications 122 (2), 546-581, 2012 | 11 | 2012 |
Convergence rates of sums of α-mixing triangular arrays: With an application to nonparametric drift function estimation of continuous-time processes S Kanaya Econometric Theory 33 (5), 1121-1153, 2017 | 10 | 2017 |
Optimal sampling and bandwidth selection for nonparametric kernel estimators of diffusion processes S Kanaya, D Kristensen Manuscript, University of Aarhus, 2015 | 3 | 2015 |
Corrigendum to “Large deviations of realized volatility”[Stochastic Process. Appl. 122 (2012) 546–581] S Kanaya, T Otsu Stochastic Processes and their Applications 3 (123), 1176-1177, 2013 | 3 | 2013 |
Type I and type II error probabilities in the courtroom S Kanaya, L Taylor | 1 | 2020 |
Demand and Welfare Analysis in Discrete Choice Models under Social Interactions D Bhattacharya, P Dupas, S Kanaya Cambridge Working Papers in Economics, 2018 | 1 | 2018 |
Uniform convergence of smoothed distribution functions with an application to delta method for the Lorenz curve S Kanaya, D Bhattacharya Faculty of Economics, 2017 | 1 | 2017 |
Are university admissions academically fair? M Stevens, D Bhattacharya, S Kanaya Review of Economics and Statistics 99 (3), 2016 | 1 | 2016 |
Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes S Kanaya KIER Discussion Paper 947, 2016 | 1 | 2016 |
Uniform Convergence of Kernel% Based Nonparametric Estimators for Continuous and Discrete Time Processes: A Damping Function Approach S Kanaya | 1 | 2008 |
Replication package for: DEMAND AND WELFARE ANALYSIS IN DISCRETE CHOICE MODELS WITH SOCIAL INTERACTIONS D Bhattacharya, P Dupas, S Kanaya (No Title), 2022 | | 2022 |